+1,586.7%
TXN vs CBRE
+2,146.2%
-559.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.1% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | -9.5% | -4.0% | -5.5% | -8.8% |
| 3M | -10.5% | +8.0% | -18.5% | -12.8% |
| 6M | +35.4% | +4.0% | +31.4% | +32.8% |
| YTD | +51.8% | -11.5% | +63.3% | +53.9% |
| 1Y | +42.9% | -13.0% | +55.9% | +45.4% |
| 3Y | +71.3% | +66.9% | +4.4% | +47.9% |
| 5Y | +58.0% | +45.0% | +13.0% | +40.1% |
| 10Y | +393.3% | +385.0% | +8.2% | +227.2% |
| All | +1,586.7% | +2,146.2% | -559.5% | +404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling